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Accurate time-series forecasting is crucial in various scientific and industrial domains, yet deep learning models often struggle to capture long-term dependencies and adapt to data distribution shifts over time. We introduce Future-Guided…

Machine Learning · Computer Science 2025-09-30 Skye Gunasekaran , Assel Kembay , Hugo Ladret , Rui-Jie Zhu , Laurent Perrinet , Omid Kavehei , Jason Eshraghian

Time series forecasting is a critical task across domains such as energy, finance, and meteorology, where accurate predictions enable informed decision-making. While transformer-based and large-parameter models have recently achieved…

Machine Learning · Computer Science 2026-02-11 Julien Guité-Vinet , Alexandre Blondin Massé , Éric Beaudry

While recent advancements in foundation models have significantly impacted machine learning, rigorous tests on the performance of time series foundation models (TSFMs) remain largely underexplored. This paper presents an empirical study…

Machine Learning · Computer Science 2025-01-09 Syamantak Datta Gupta

An emerging number of modern applications involve forecasting time series data that exhibit both short-time dynamics and long-time seasonality. Specifically, time series with multiple seasonality is a difficult task with comparatively fewer…

Machine Learning · Computer Science 2020-08-31 Tianyang Xie , Jie Ding

Machine learning for time-series forecasting remains a key area of research. Despite successful application of many machine learning techniques, relating computational efficiency to forecast error remains an under-explored domain. This…

Machine Learning · Computer Science 2023-09-28 Elin Törnquist , Wagner Costa Santos , Timothy Pogue , Nicholas Wingle , Robert A. Caulk

Multi-horizon time-series forecasting involves simultaneously making predictions for a consecutive sequence of subsequent time steps. This task arises in many application domains, such as healthcare and finance, where mispredictions can…

Machine Learning · Computer Science 2026-02-05 Luca Stradiotti , Laurens Devos , Anna Monreale , Jesse Davis , Andrea Pugnana

In-context learning, the ability of large language models to perform tasks using only examples provided in the prompt, has recently been adapted for time series forecasting. This paradigm enables zero-shot prediction, where past values…

Machine Learning · Computer Science 2025-11-04 Andreas Auer , Patrick Podest , Daniel Klotz , Sebastian Böck , Günter Klambauer , Sepp Hochreiter

Recurrent and convolutional neural networks are the most common architectures used for time series forecasting in deep learning literature. These networks use parameter sharing by repeating a set of fixed architectures with fixed parameters…

Machine Learning · Computer Science 2020-11-30 Joel Janek Dabrowski , YiFan Zhang , Ashfaqur Rahman

Probabilistic time series forecasting involves estimating the distribution of future based on its history, which is essential for risk management in downstream decision-making. We propose a deep state space model for probabilistic time…

Machine Learning · Computer Science 2021-02-02 Longyuan Li , Junchi Yan , Xiaokang Yang , Yaohui Jin

Recent progress in motion forecasting has been substantially driven by self-supervised pre-training. However, adapting pre-trained models for specific downstream tasks, especially motion prediction, through extensive fine-tuning is often…

Computer Vision and Pattern Recognition · Computer Science 2024-07-30 Jifeng Wang , Kaouther Messaoud , Yuejiang Liu , Juergen Gall , Alexandre Alahi

Recent works for time-series forecasting more and more leverage the high predictive power of Deep Learning models. With this increase in model complexity, however, comes a lack in understanding of the underlying model decision process,…

Machine Learning · Computer Science 2025-01-17 Matthias Jakobs , Thomas Liebig

Accurate evaluation of forecasting models is essential for ensuring reliable predictions. Current practices for evaluating and comparing forecasting models focus on summarising performance into a single score, using metrics such as SMAPE.…

Machine Learning · Computer Science 2025-04-07 Vitor Cerqueira , Luis Roque , Carlos Soares

Predicting precipitation maps is a highly complex spatiotemporal modeling task, critical for mitigating the impacts of extreme weather events. Short-term precipitation forecasting, or nowcasting, requires models that are not only accurate…

While AI weather models excel at short-to-medium range forecasts (up to 15 days), they frequently suffer from ill-defined "instabilities" when rolled out over longer horizons. This work addresses the lack of a formal taxonomy by…

Machine Learning · Computer Science 2026-05-29 Fanny Lehmann , Firat Ozdemir , Yun Cheng , Torsten Hoefler , Sebastian Schemm , Benedikt Soja , Siddhartha Mishra

When building either prediction intervals for regression (with real-valued response) or prediction sets for classification (with categorical responses), uncertainty quantification is essential to studying complex machine learning methods.…

Machine Learning · Statistics 2022-06-17 Chen Xu , Yao Xie

With the advancement of deep learning techniques, the performance of Automatic Program Repair(APR) techniques has reached a new level. Previous deep learning-based APR techniques essentially modified program sentences in the…

Software Engineering · Computer Science 2024-06-25 Zhenyu Yang , Zhen Yang , Zhongxing Yu

This study examines the predictability of artificial intelligence (AI) models for weather prediction. Using a simple deep-learning architecture based on convolutional long short-term memory and the ERA5 data for training, we show that…

Atmospheric and Oceanic Physics · Physics 2024-10-07 Chanh Kieu

When considering the problem of forecasting a continuous-time stochastic process over an entire time-interval in terms of its recent past, the notion of Autoregressive Hilbert space processes (ARH) arises. This model can be seen as a…

Methodology · Statistics 2013-02-15 Jairo Cugliari

Feature-based time series representations have attracted substantial attention in a wide range of time series analysis methods. Recently, the use of time series features for forecast model averaging has been an emerging research focus in…

Machine Learning · Statistics 2020-07-21 Xixi Li , Yanfei Kang , Feng Li

Wind speed forecasting has received a lot of attention in the recent past from researchers due to its enormous benefits in the generation of wind power and distribution. The biggest challenge still remains to be accurate prediction of wind…

Applications · Statistics 2022-03-29 Dennis Cheruiyot Kiplangat , G. V. Drisya , K. Satheesh Kumar
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